Trading Blox Custom Indicator
Posted: Tue Jan 26, 2010 7:41 pm
Not sure if this is the right place to post this but I dont have access to the customer forum... Sorry for any apologies.
I have just downloaded Trading Blox Trial version and started playing with it all night - using standard systems shipped with it - love the fact that it is so (blazing) fast and the way it presents the results. Looks very promising.
I then tried to play with the editor and update the MACD Portfolio Manager to create my own version: the MMDI portfolio Manager. Basically , instead of using the difference between 2 moving averages, the MMDI would use the difference between a short moving median and a long moving average - not sure if that makes sense, but its just an idea to play with the script editor.
I created a new Portfolio Manager block where I created my mmdiIndicator (Calculated) with Indicator Value Expression:
Median((instrument.open + instrument.high + instrument.low + instrument.close))/4, shortParam) - Average((instrument.open + instrument.high + instrument.low + instrument.close))/4, longParam)
however this did not work (seems like adding series together does not create a new series).
So, as per the help file, I created an Auxiliary block and in there created a System Scoped Auto-Indexed Instrument Permanent Variable (ohlcDiv4) of type Series. Then I assigned this value in the Update Indicators script with the formula:
ohlcDiv4 = (instrument.open + instrument.high + instrument.low + instrument.close) / 4
so far so good but when I go back to my MMDI Portfolio Manager and update my mmdiIndicator Value Expression to be:
Median(ohlcDiv4,mmdiShort) - Average(ohlcDiv4,mmdiLong)
the parser does not recognise ohlcDiv4 - even when I add ohlcDiv4 as a Block Instrument Permanent Value (with "defined Externally" option)
Would appreciate if any of you great Trading Blox developers can see something obvious or if I am completely missing something..
I have just downloaded Trading Blox Trial version and started playing with it all night - using standard systems shipped with it - love the fact that it is so (blazing) fast and the way it presents the results. Looks very promising.
I then tried to play with the editor and update the MACD Portfolio Manager to create my own version: the MMDI portfolio Manager. Basically , instead of using the difference between 2 moving averages, the MMDI would use the difference between a short moving median and a long moving average - not sure if that makes sense, but its just an idea to play with the script editor.
I created a new Portfolio Manager block where I created my mmdiIndicator (Calculated) with Indicator Value Expression:
Median((instrument.open + instrument.high + instrument.low + instrument.close))/4, shortParam) - Average((instrument.open + instrument.high + instrument.low + instrument.close))/4, longParam)
however this did not work (seems like adding series together does not create a new series).
So, as per the help file, I created an Auxiliary block and in there created a System Scoped Auto-Indexed Instrument Permanent Variable (ohlcDiv4) of type Series. Then I assigned this value in the Update Indicators script with the formula:
ohlcDiv4 = (instrument.open + instrument.high + instrument.low + instrument.close) / 4
so far so good but when I go back to my MMDI Portfolio Manager and update my mmdiIndicator Value Expression to be:
Median(ohlcDiv4,mmdiShort) - Average(ohlcDiv4,mmdiLong)
the parser does not recognise ohlcDiv4 - even when I add ohlcDiv4 as a Block Instrument Permanent Value (with "defined Externally" option)
Would appreciate if any of you great Trading Blox developers can see something obvious or if I am completely missing something..